3.Write the complete model for the following: (a) AR(P = 2)d=12 (b) MA(Q = 2)d=12 (c)...

3.Write the complete model for the following:

(a) AR(P = 2)d=12
(b) MA(Q = 2)d=12
(c) ARMA(P = 1, Q = 2)d=12
(d) ARMA(P = 2, Q = 0)d=12
(e) ARMA(p = 0, q = 2) × (P = 1, Q = 2)d=12
(f) SARIMA(p = 1, d = 1q = 1) × (P = 1, D = 1, Q = 1)d=12

All I know is P, D, Q indicate seasonality.

p,d,q do not.

Some of these are mixed model ARMAs

I don't understand what to do with all the p,P, q, Q.

I've seen ARMA(1, 1, 1)(1, 1, 1)d = (number of terms) but that doesn't help me write out the terms for any of the above questions. Please help.

Expert Solution

orchestra answered 2 years ago

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